THE UNSCENTED KALMAN FILTER
Eric A. Wan and Rudolph van der Merwe
Department of Electrical and Computer Engineering, Oregon Graduate Institute of Science and Technology, Beaverton, Oregon, U.S.A.
7.1 INTRODUCTION In this book, the extended Kalman ﬁlter (EKF) has been used as the standard technique for performing recursive nonlinear estimation. The EKF algorithm, however, provides only an approximation to optimal nonlinear estimation. In this chapter, we point out the underlying assumptions and ﬂaws in the EKF, and present an alternative ﬁlter with performance superior to that of the EKF. This algorithm, referred to as the unscented Kalman ﬁlter (UKF), was ﬁrst proposed by...